Progress in Financial Markets Research
Book Details
Format
Hardback or Cased Book
ISBN-10
1611228646
ISBN-13
9781611228649
Publisher
Nova Science Publishers Inc
Imprint
Nova Science Publishers Inc
Country of Manufacture
US
Country of Publication
GB
Publication Date
Jul 1st, 2012
Print length
358 Pages
Weight
866 grams
Dimensions
26.10 x 18.40 x 2.50 cms
Product Classification:
Finance
Ksh 35,100.00
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Numerous empirical studies have analysed the identification and nature of the underlying process of an economic system, as well as the influence of information on financial time series. The standard financial theory of efficient markets assumes identical investors having rational expectations of future stock prices. This means that there are no opportunities for speculative profit, and both trading volume and price volatility are not serially correlated. This book presents information on financial markets and covers topics such as time series and asset pricing methods, data mining, non-linear analysis, chaos and wavelet-based techniques.
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